BASIC PROBABILITY
Simple Event: An event described by a single
General Addition Rule: To find the
probability of the event “A or B” consider
the occurrence of either the event A
Multiplication Rule: Probability of
Equation: P(A or B) = P(A) + P(B) – P (A &B)
___ and ___ occurring (two events)
If the events A and B are mutually
P(A and B) = P(AlB) P(B)
exclusive then we have P(A&B) = 0 and the
d
simplified if A and B are independent
rule is P (A or B) = P(A) + P(B)
P(A and B) = P(A) P(B)
PUT VALUES INTO LISTS IN CALCULATOR FOR
PROBABILITY DISTRIBUTION
MAKE SURE TO SET (VAR 1 = LIST 1) (VAR 2= LIST 2)
Expected Value 𝑀𝑒𝑎𝑛 = 𝜇 = 𝐸(𝑥) = ∑𝑥 ∗ 𝑃(𝑥)
Variance 𝜎 = 𝐸(𝑥 2 ) − [𝐸(𝑥)]2
S. D= SQUARE ROOT VARIANCE COEFFEICENT OF VARIANCE=
Event: Each possible outcome of a variable Joint probability: The probability of joint event A
and B is defined as: P(A and B) = # of outcomes
characteristic (coin flip, rolling dice, picking card) satisfying A and B/ # of all elementary outcomes
Joint Event: Event described by 2 plus
characteristics (A day in October that is also a Simple Probability: The Mutually
Monday) probability of occurrence of a Exclusive
Complement: The complement of Event A simple event aka P(A) Events: Events
includes all the events that are not part of event A Ex: P(days in March) = 31/365 can’t occur
(Denoted A’) – V={1,2,3,4,5) A={1,2,3} A’={4,5} Probability= Count of A/ Total simultaneousl
Sample Space: List of all possible outcomes of an Count y (Ex: a day in
experiment. S={H,T}>Coin OR S={1,2,3,4,5,}>Die May and a day
Contingency table: A tool for visualizing all events Collective Exhaustive Events: If in March can’t
Decision Tree: Tool to visualize possible outcomes one event must occur and the both occur)
set of events cover the entire
sample space (ex: either heads
or tails will occur)
Independence: one event is not affected
by the fact that the other occurred
P(AlB) = P(A)
BINOMIAL DISTRIBUTION (WILL NEVER USE NPD
FOR ANY DISTRIBUION)
Conditions: 1. Identical Trials “n” Ex. Toss Coin 5 times “n” =5
2. Two Possible Outcomes Ex. Success & Failure
3. Trials Are Independent
4. The Probability of Success Remains the Same Throughout the
Trials
Rules: Greater than (more than )….
“n” = Total Number of Trials – Calculate BCD/PCD with x
“P” = Probability of Success value as value stated in
𝐸(𝑥 2 ) = ∑𝑥 2 ∗ 𝑃(𝑥) “q” = 1-P= Probability of failure “greater than” then subtract
“x” = Number of Successes value from 1
𝝈
∗ 𝟏𝟎𝟎 Mean: = (n) ∙ (p) Ex: 𝑝(𝑥 > 1)𝑤𝑖𝑡ℎ 𝜇 = 4.1
𝝁
Variance: = (n) ∙ (p) ∙ (q) X:1 𝜇: 4.1 = 0.8452
S.D: √(𝑛) ∙ (𝑝) ∙ (𝑞) 1-0.08452 = 0.915479
Less than or equal to(≤)… - Calculate Greater than or equal to (≥) ... –
PCD/BCD with x value as value stated Calculate PCD/ BCD with x value as 1
in “less than or equal to” less than the value asked for in “greater
than or equal to” Then take value and
Ex: When 𝜇 = 2.0, 𝑝(𝑥 ≤ 3) =_____
subtract from 1
X:3 𝜇: 2 Ex: Let 𝜇 = 7.0, P( > 2) =______
Less than (or fewer than)… - X: 1 𝜇: 7 =7.2951x-03 = 0.00729
1-0.00729=0.9927049
Calculate PCD/BCD with x value as 1
less than value asked for in “less No more than…calculate BCD/PCD with
than” x value asked for in “no more than”
Ex: 𝑝(𝑥 < 1) 𝑤𝑖𝑡ℎ 𝜇 = 4.1 Ex: No more than two questions correct
X:0 𝜇: 4.1 out of 6
x–2 Numtrial- 6 P – 0.5
NORMAL DISTRIBUTION
Conditions: 1. Bell Shape or Symmetrical Distribution Z Score; Used for
2. Range = - ∞ to + ∞ Calculating Probability
3. Mean = Median = Mode 𝑥−𝜇
𝑍=
4. Interquartile range spread over two third of standard deviation 𝜎
above the mean and two third of the SD below the mean
Standardized Normal Random Variable (Z)
Z = X-mean/ standard
The values of the variable Z are called the Z score, higher the Z score the better off
-If the Z score of X is 0, then the value of X is equal to the mean
-If the value of X is 1, then the value of X is one standard deviation above the mean
- If the Z score is -1,the value of X is one standard deviation below the mean
NCD – with missing Upper Boundary
upper boundary do mean +6 (standard
deviation) and pick any number less than the
value OR do positive 10000000
Ex: What’s the probability that
someone consumed less than 25
(upper boundary) gallons of water.
Mean:33.4 SD:10. Calculator: stats
mode, F5(dist), F1(norm), F2(Ncd).
Data: Variable, Lower: -50(33.4-6(10) =-226.6),
Upper:25, 𝜃: 10, 𝜇: 33.4
NCD- With missing outer ranges
When asking for the outer ranges of a set of numbers
Ex: the % of the trucks expected to travel
less than 20 or more than 45 thousand miles
in a year are__%. Mean:30 SD:12.
Calculator: stats mode, F5, F1, F2.
Data: Variable, Lower:20, Upper:45, 𝜃: 12, 𝜇: 30.
=0.69202184. 1-0.69202=0.30797
Binomial – The probability of events out of a trial
Poisson – The probability of events in a population
Normal – Continuous variables (time, age, height,
weight, temperature)
BPD & PPD – calculating exact value
BCD & PCD – calculating range (at least, more than)
Chebyshev's inequality. ... In practical usage, in
contrast to the 68–95–99.7 rule, which applies
to normal distributions, Chebyshev's inequality
is weaker, stating that a minimum of just 75% of
values must lie within two standard deviations
of the mean and 89% within three standard
deviations.
NCD – with missing Lower Boundary
lower boundary do mean - 6(standard
deviation) and pick any #>the value. OR do
negative 1000000
Ex: what is the probability that
someone consumed more than 43
(lower boundary) gallons of water.
Mean: 33.4, SD: 10. Calculator steps.
Data: Variable, Lower:43 Upper:100
(33.4+6(10) =93.4), 𝜃: 10, 𝜇: 33.4.
InvN - Gives you Probability
Ex: 99% of people consumed less
than__ gallons of water. Calculator:
stats mode, F5, F1, F3.
Data: Variable, Tail: Left (less than),
Area: 0.99(% as decimal), 𝜃: 10, 𝜇: 33.4.
POISSON DISTRIBUTION
The # of successes in two disjoint time
intervals are an independent event.
𝜆 = 𝐴𝑣𝑒𝑟𝑎𝑔𝑒
X= Count of event
Mean=Variance= 𝜆
SD= √𝜆
USE: (Ppd) and (Pcd)
Q. Birth in hospitals occur randomly with an
average 2 births/hour.
a) What is the probability of 4 births in next
one hour?
A. F5, F6, F1, F1(Ppd) x=4, µ=2
NCD – Probability of a range
If it asks for probability of a range the
smaller # will be the lower boundary and
the larger # will be the upper boundary.
Ex: what is the probability that
someone consumed between 25
and 35 gallons of water?
Mean:33.4, SD:10. Calculator
Steps.
Data: variable Lower:25 Upper:35,
𝜃: 10, 𝜇: 33.4
SAMPLING DISTRIBUTION
𝜎 𝑥̅ −𝜇
𝜇𝑥̅ = 𝜇 AND 𝜎𝑥̅ = AND 𝑍 = 𝜎
√𝑛
√𝑛
Sample deals with a subset of the total an
AVERAGE OF A GROUP,
Ex. A population of men’s weight is
normally distributed with µ=172, σ=10.
Find the probability that a randomly
selected group of 20 men will have an
average weight more than 175lbs.
Done the same as Normal Distribution but
remember that when imputing variance,
it’s variance/ Square root of number of
trials.
Central Limit Theorem:
1. n>30 = sample distribution or sample
mean is normally distributed
2. n< or = 30 sample distribution will
follow normal distribution depending
on normal population
3. if sample is less than or equal to 30
and you don’t know the distribution of
population DO NOT use central limit
theorem